As part of my algo collection I scan derivatives trades, in order to find unusual patterns and early indicators. Below is the activity for SWISSCOM N (BJB=Bank Julius Bär, UBS=UBS, VON=Bank Vontobel, ZKB=Zürcher Kantonalbank)

Activity from the 26.01.2021

Note how Vontobel already saw large activity, compared to normal in WSCACV. The volume shot up on 26.01.2021, the price of underlying on 27.01.2021. Depending on whether Vontobel is the house broker to Swisscom, the move could involve insiders.

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